+122.0%
CVX vs EMB
+7.0%
+115.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -7.5% | +0.8% | -8.3% | -7.7% |
| 30D | -0.6% | +1.5% | -2.1% | -1.1% |
| 3M | +14.0% | -1.9% | +15.9% | +14.7% |
| 6M | +18.1% | -1.6% | +19.7% | +18.6% |
| YTD | +42.2% | 0.0% | +42.2% | +41.6% |
| 1Y | +41.3% | +1.1% | +40.3% | +40.0% |
| 3Y | +68.3% | +30.9% | +37.5% | +48.8% |
| 5Y | +122.0% | +7.1% | +115.0% | +97.5% |
| All | +122.0% | +7.0% | +115.0% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling